CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	0.9761	0.9794	0.0033	0.3%	0.9819
High	0.9815	0.9812	-0.0003	0.0%	0.9885
Low	0.9760	0.9740	-0.0020	-0.2%	0.9781
Close	0.9773	0.9804	0.0031	0.3%	0.9786
Range	0.0055	0.0072	0.0017	30.9%	0.0104
ATR	0.0071	0.0071	0.0000	0.1%	0.0000
Volume	82,669	97,851	15,182	18.4%	157,149

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9975	0.9844
R3	0.9929	0.9903	0.9824
R2	0.9857	0.9857	0.9817
R1	0.9831	0.9831	0.9811	0.9844
PP	0.9785	0.9785	0.9785	0.9792
S1	0.9759	0.9759	0.9797	0.9772
S2	0.9713	0.9713	0.9791
S3	0.9641	0.9687	0.9784
S4	0.9569	0.9615	0.9764

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0062	0.9843
R3	1.0025	0.9958	0.9815
R2	0.9921	0.9921	0.9805
R1	0.9854	0.9854	0.9796	0.9836
PP	0.9817	0.9817	0.9817	0.9808
S1	0.9750	0.9750	0.9776	0.9732
S2	0.9713	0.9713	0.9767
S3	0.9609	0.9646	0.9757
S4	0.9505	0.9542	0.9729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9847	0.9740	0.0107	1.1%	0.0058	0.6%	60%	False	True	81,598
10	0.9885	0.9632	0.0253	2.6%	0.0075	0.8%	68%	False	False	75,236
20	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	68%	False	False	81,508
40	0.9915	0.9554	0.0361	3.7%	0.0075	0.8%	69%	False	False	43,363
60	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	41%	False	False	29,021
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	41%	False	False	21,797
100	1.0168	0.9554	0.0614	6.3%	0.0063	0.6%	41%	False	False	17,459
120	1.0168	0.9554	0.0614	6.3%	0.0057	0.6%	41%	False	False	14,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	1.0000
1.618	0.9928
1.000	0.9884
0.618	0.9856
HIGH	0.9812
0.618	0.9784
0.500	0.9776
0.382	0.9768
LOW	0.9740
0.618	0.9696
1.000	0.9668
1.618	0.9624
2.618	0.9552
4.250	0.9434

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	0.9795	0.9796
PP	0.9785	0.9788
S1	0.9776	0.9781

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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